The Role of Bank and Corporate Balance Sheets on Early Warning Systems of Currency Crises—An Empirical Study

The Role of Bank and Corporate Balance Sheets on Early Warning Systems of Currency Crises—An Empirical Study

This study analyzes the role of bank and corporate balance sheets on early warning systems (EWS) of currency crises. Using firm-level data on debt structure, leverage, liquidity, and profitability, this study presents estimations of EWS for a panel of emerging markets. Using calibration experiments,...

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Bibliographic Details
Main Authors: Mulder, Christian, Perrelli, Roberto, Duarte Rocha, Manuel
Format: Journal Article
Language:en_US
Published: Taylor and Francis 2016
Subjects:
currency crises
external vulnerability
emerging markets
exchange rates
balance sheet effects
Online Access:http://hdl.handle.net/10986/24616

Internet

http://hdl.handle.net/10986/24616

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